Tears for Lent?

lENT ALIENATION: AN EXPLORATORY STUDY

Chaotic extensions and the lent particle method for Brownian motion

Abstract: In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have such a formula which permits to calculate easily and intuitively the Malliavin derivative of a functional. Our approach uses chaos extensions associa...

Herman Lent, scientist and citizen--II.

Brazil and Science lost a unique figure on July 7, 2004, when Herman Lent died, at 93 years of age. Herman Lent was Emeritus Researcher of the Fundação Oswaldo Cruz, recipient of the Order of Scientific Merit in the category of Grã-Cruz in 2002, Member ofAcademia Brasileira de Ciências (Brazilian Academy of Sciences) and Lecturer and Researcher level 1A of Conselho Nacional de Desenvolvimento C...

Academic Writing Part IA Lent Term

! motivate the question. What is at stake here? Why is this such a significant question? Is it an area of controversy? ! introduce the material you will be using to answer the question (e.g. text[s]), if not defined by the question. ! define the terms of the question if necessary, and/or problematise these if relevant. ! give relevant context for the specific material you will be focusing on. I...

The lent particle method for marked point processes

Although introduced in the case of Poisson random measures (cf [2], [3]), the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet forms) operates on the marks and the point process doesn’t need to be Poisson. The proof of the method is even much simpler than in the case of...